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CON-2302 update expected result for ex4 question 3 for time-series project #2304

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Nov 24, 2023
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CON-2302 update expected result for ex4 question 3 for time-series project #2304

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6 changes: 4 additions & 2 deletions subjects/ai/time-series/audit/README.md
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Expand Up @@ -164,17 +164,19 @@ An example of solution is:

###### For question 3, is the Pnl computed as: signal \* futur_return? Both series should have the same index.

The below result are obtained considering the random strategy with the with `np.random.seed = 2712`

```console
Date
1980-12-12 -0.052170
1980-12-15 -0.073403
1980-12-15 -0.000000
1980-12-16 0.024750
1980-12-17 0.029000
1980-12-18 0.061024
...
2021-01-25 0.001679
2021-01-26 -0.007684
2021-01-27 -0.034985
2021-01-27 -0.000000
2021-01-28 -0.037421
2021-01-29 NaN
Name: PnL, Length: 10119, dtype: float64
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